+58.5%
AMAT vs CIEN
+30.2%
+28.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +10.7% | +0.7% | +6.1% |
| 7D | -1.1% | -5.3% | +4.2% | +1.5% |
| 30D | -26.9% | -40.1% | +13.2% | -7.9% |
| 3M | -31.2% | -34.7% | +3.5% | -18.3% |
| 6M | -14.7% | -50.9% | +36.2% | +12.4% |
| YTD | +44.7% | +15.2% | +29.5% | +38.9% |
| All | +58.5% | +30.2% | +28.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling